-4.3%
HD vs ES
+1.8%
-6.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | -0.9% |
| 7D | +4.3% | +1.9% | +2.5% | +3.8% |
| 30D | +20.2% | +7.1% | +13.1% | +17.8% |
| 3M | -1.0% | -1.9% | +0.9% | -0.7% |
| 6M | +7.9% | +4.4% | +3.6% | +6.7% |
| YTD | +2.0% | +7.3% | -5.3% | +0.8% |
| 1Y | -4.3% | +2.1% | -6.4% | -5.2% |
| All | -4.3% | +1.8% | -6.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling